Special functions

Functions
template<typename T >
void	vsmc::math::vCdfNorm (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = 1 - \mathrm{Erfc}(a_i / \sqrt{2}) / 2\), the standard Normal CDF. More...
template<typename T >
void	vsmc::math::vCdfNormInv (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \sqrt{2}\mathrm{Erf}^{-1}(2a_i - 1)\), inverse of the standard Nomral CDF. More...
template<typename T >
void	vsmc::math::vErf (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}(a_i)\). More...
template<typename T >
void	vsmc::math::vErfc (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erfc}(a_i) = \mathrm{Erf}(1 - a_i)\). More...
template<typename T >
void	vsmc::math::vErfcInv (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}^{-1}(1 - a_i)\). More...
template<typename T >
void	vsmc::math::vErfInv (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}^{-1}(a_i)\). More...
template<typename T >
void	vsmc::math::vLGamma (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\), logarithm of the Gamma function. More...
template<typename T >
void	vsmc::math::vTGamma (std::size_t n, const T *a, T *y)
	For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\), the Gamma function. More...

Detailed Description

Function Documentation

template<typename T >

void vsmc::math::vCdfNorm ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = 1 - \mathrm{Erfc}(a_i / \sqrt{2}) / 2\), the standard Normal CDF.

Definition at line 490 of file vmath.hpp.

template<typename T >

void vsmc::math::vCdfNormInv ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \sqrt{2}\mathrm{Erf}^{-1}(2a_i - 1)\), inverse of the standard Nomral CDF.

Definition at line 502 of file vmath.hpp.

template<typename T >

void vsmc::math::vErf ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}(a_i)\).

Definition at line 482 of file vmath.hpp.

template<typename T >

void vsmc::math::vErfc ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erfc}(a_i) = \mathrm{Erf}(1 - a_i)\).

Definition at line 486 of file vmath.hpp.

template<typename T >

void vsmc::math::vErfcInv ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}^{-1}(1 - a_i)\).

Definition at line 497 of file vmath.hpp.

template<typename T >

void vsmc::math::vErfInv ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}^{-1}(a_i)\).

Definition at line 493 of file vmath.hpp.

template<typename T >

void vsmc::math::vLGamma ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\), logarithm of the Gamma function.

Definition at line 506 of file vmath.hpp.

template<typename T >

void vsmc::math::vTGamma ( std::size_t  n, const T *  a, T *  y  )

inline

For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\), the Gamma function.

Definition at line 510 of file vmath.hpp.